+105.3%
HAL vs ESI
+72.3%
+32.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.5% |
| 7D | +2.9% | +3.3% | -0.4% | +1.8% |
| 30D | +17.0% | -5.9% | +22.9% | +19.0% |
| 3M | -9.7% | -14.1% | +4.4% | -6.5% |
| 6M | +8.6% | +6.6% | +2.1% | +1.8% |
| YTD | +33.0% | +45.0% | -12.0% | +9.0% |
| 1Y | +68.3% | +41.5% | +26.9% | +38.4% |
| 3Y | +0.1% | +78.8% | -78.7% | -27.6% |
| All | +105.3% | +72.3% | +32.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling